各位有经验的可以给点建议吗?关于nonlinear time series是用GARCH或者其他的什么?
其中有特别要注意的地方吗?
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In general it is not very interesting to forecast the price. Especially its 1st moment (of the say, financial time series).
GARCH is about the 2nd moment. What do you want to do indeed?
我觉得看待什么问题啊